+40.6%
GLW vs FSLY
+161.0%
-120.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.7% | -5.8% |
| 7D | -9.5% | -22.2% | +12.7% | -7.7% |
| 30D | -25.5% | -19.1% | -6.3% | -24.3% |
| 3M | -25.6% | -15.7% | -9.9% | -25.1% |
| 6M | -25.5% | -23.5% | -2.0% | -25.8% |
| YTD | +36.4% | +106.6% | -70.3% | +30.8% |
| 1Y | +40.6% | +164.3% | -123.7% | +31.0% |
| All | +40.6% | +161.0% | -120.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling